One example of a screw-based material extrusion (MEX) additive manufacturing process is Composite Extrusion Modeling (CEM). The CEM process allows plastic, metal and ceramic components to be processed using standard injection molding feedstock. In this work, an aluminum oxide feedstock (Al₂O₃) originally developed for injection molding is processed via CEM by depositing the plasticized material in layers on the build platform. The feedstock is first characterized to estimate a processing window for printable temperatures. The printed components are then examined for green part density and dimensional accuracy using different printing parameters. Afterwards, different nozzle diameters and layer heights are investigated to further improve the green part density and dimensional accuracy. An extrusion multiplier of 0.14, nozzle diameter of 0.4 mm and a layer height of 0.1 mm were found to be the optimum process parameters to achieve highly dense green parts with a density of 2.791 ± 0.001 g/cm³. The optimized parts were also debinded and sintered and the shrinkage was investigated. A shrinkage of 17.43% in the z direction and 14.08% in the x-y direction was detected, and a density of 3.92 ± 0.0025 g/cm³ was achieved for the sintered parts.